+45.7%
SM vs RJF
+6.3%
+39.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +2.1% | -4.2% | +6.3% | +1.9% |
| 30D | +18.1% | -3.6% | +21.7% | +18.0% |
| 3M | +17.0% | +15.6% | +1.3% | +15.5% |
| 6M | +55.4% | +17.6% | +37.8% | +52.8% |
| YTD | +108.6% | +9.2% | +99.3% | +108.1% |
| 1Y | +45.7% | +5.5% | +40.1% | +45.3% |
| All | +45.7% | +6.3% | +39.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling